Bayesian prediction in doubly stochastic Poisson process

DOI10.1007/S00184-014-0484-XMaRDI QIDQ479503zbMATH OpenOpenAlexWikidataFDO

Authors Alicja Jokiel-Rokita, Daniel Lazar, Ryszard Magiera

Publication date 5 December 2014

Published in Metrika (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s00184-014-0484-x

zbMATH Keywords

doubly stochastic Poisson processrandom measureBayes predictionprecautionary loss

Mathematics Subject Classification ID

Bayesian inference (62F15) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

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Cites work

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• Doubly stochastic Poisson processes
• Ferguson distributions via Polya urn schemes
• Non-life insurance mathematics. An introduction with the Poisson process
• Poisson processes revisited
• Principles of Statistical Inference
• Statistical models based on counting processes

Cited in

(6)

• Conditional \(\Gamma\)-minimax prediction with a precautionary loss function in a marked point process model
• Simultaneous prediction for independent Poisson processes with different durations
• Forecasting a class of doubly stochastic Poisson processes
• Bayesian prediction for stochastic processes: theory and applications
• Empirical Bayes prediction for a compound Poisson-multinomial process
• Predicting a cyclic Poisson process

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